Следене
Michail Anthropelos
Michail Anthropelos
Assistant Professor, University of Piraeus, Department of Banking and Financial Management
Потвърден имейл адрес: unipi.gr - Начална страница
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Позовавания
Позовавания
Година
ON AGENT’S AGREEMENT AND PARTIAL‐EQUILIBRIUM PRICING IN INCOMPLETE MARKETS
M Anthropelos, G Žitković
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2010
172010
Equilibrium in risk-sharing games
M Anthropelos, C Kardaras
Finance and Stochastics 21 (3), 815-865, 2017
162017
The effect of market power on risk-sharing
M Anthropelos
Mathematics and Financial Economics 11 (3), 323-368, 2017
122017
Nash equilibria in optimal reinsurance bargaining
M Anthropelos, TJ Boonen
Insurance: Mathematics and Economics 93, 196-205, 2020
92020
Forward exponential performances: pricing and optimal risk sharing
M Anthropelos
SIAM Journal on Financial Mathematics 5 (1), 626-655, 2014
92014
The pricing of contingent claims and optimal positions in asymptotically complete markets
M Anthropelos, S Robertson, K Spiliopoulos
The Annals of Applied Probability 27 (3), 1778-1830, 2017
72017
Competition in fund management and forward relative performance criteria
M Anthropelos, T Geng, T Zariphopoulou
arXiv preprint arXiv:2011.00838, 2020
62020
Partial equilibria with convex capital requirements: Existence, uniqueness and stability
M Anthropelos, G Žitković
Annals of Finance 6 (1), 107-135, 2010
62010
A Short Introduction to Credit Default Swaps
M Anthropelos
Also available at: http://web. xrh. unipi. gr/faculty/anthropelos/CR/Introto …, 2010
52010
Effective risk aversion in thin risk‐sharing markets
M Anthropelos, C Kardaras, G Vichos
Mathematical Finance 30 (4), 1565-1590, 2020
42020
An equilibrium model for spot and forward prices of commodities
M Anthropelos, M Kupper, A Papapantoleon
Mathematics of Operations Research 43 (1), 152-180, 2018
42018
Optimal investment and equilibrium pricing under ambiguity
M Anthropelos, P Schneider
arXiv preprint arXiv:2206.10489, 2022
12022
Optimal investment, derivative demand, and arbitrage under price impact
M Anthropelos, S Robertson, K Spiliopoulos
Mathematical Finance 31 (1), 3-35, 2021
12021
Optimal investment, demand and arbitrage under price impact
M Anthropelos, S Robertson, K Spiliopoulos
arXiv preprint arXiv:1804.09151, 2018
12018
Optimal investment and derivative demand under price impact
M ANTHROPELOS, S ROBERTSON, K SPILIOPOULOS
arXiv preprint arXiv:1804.09151, 2018
12018
Long Term Causality in VIX Markets
M Anthropelos, C Bouras, ES Malmpanzi
Available at SSRN 3203029, 2017
12017
Contract pricing and utility sharing
M Anthropelos, NE Frangos, SZ Xanthopoulos, AN Yannacopoulos
IMA Journal of Management Mathematics 25 (3), 329-352, 2014
12014
Price impact under heterogeneous beliefs and restricted participation
M Anthropelos, C Kardaras
Available at SSRN 3958412, 2021
2021
Equilibrium in thin security markets under restricted participation
M Anthropelos, C Kardaras
arXiv preprint arXiv:1802.09954, 2018
2018
Agents’ Strategic Behavior in Optimal Risk Sharing
M Anthropelos
arXiv preprint arXiv:1206.0384, 2012
2012
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